+4.6%
FE vs ROIV
+96.8%
-92.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -0.4% | +9.5% | -9.9% | -0.3% |
| 30D | +3.6% | +21.0% | -17.4% | +3.7% |
| 3M | +0.3% | +18.7% | -18.4% | +0.6% |
| 6M | +6.4% | +44.5% | -38.1% | +6.7% |
| YTD | +8.1% | +92.9% | -84.7% | +8.2% |
| 1Y | +4.6% | +100.2% | -95.6% | +4.3% |
| All | +4.6% | +96.8% | -92.2% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling